-53.2%
TE vs BUD
+7.7%
-60.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -4.0% | +0.3% | -4.2% | -4.0% |
| 30D | -15.9% | -5.7% | -10.2% | -15.0% |
| 3M | -60.5% | +3.1% | -63.7% | -61.1% |
| 6M | -35.2% | +7.9% | -43.1% | -36.7% |
| YTD | -31.1% | +27.3% | -58.5% | -35.4% |
| 1Y | +148.6% | +37.8% | +110.8% | +128.2% |
| 3Y | -26.4% | +49.8% | -76.2% | -33.5% |
| 5Y | -48.0% | +43.8% | -91.9% | -53.3% |
| All | -53.2% | +7.7% | -60.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling